Bayesian Inference on Multivariate Medians and Quantiles

DOI10.5705/SS.202020.0108MaRDI QIDQ5037838zbMATH OpenOpenAlexFDO

Authors Indrabati Bhattacharya, Subhashis Ghosal

Publication date 4 March 2022

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.10110

zbMATH Keywords

affine equivarianceBayesian bootstrapDirichlet processDonsker classempirical processmultivariate median

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Asymptotic Statistics
• Bootstrap consistency for general semiparametric \(M\)-estimation
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Efficiency. of infinite dimensional M‐ estimators
• Fundamentals of nonparametric Bayesian inference
• scientific article; zbMATH DE number 3842920 (Why is no real title available?)
• scientific article; zbMATH DE number 1203737 (Why is no real title available?)
• scientific article; zbMATH DE number 3992625 (Why is no real title available?)
• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population
• Multivariate Dispersion Models Generated From Gaussian Copula
• Note on the spatial quantile of a random vector
• On a Geometric Notion of Quantiles for Multivariate Data
• On a transformation and re-transformation technique for constructing an affine equivariant multivariate median
• On an Adaptive Transformation–Retransformation Estimate of Multivariate Location
• Uniform Central Limit Theorems
• Weak convergence and empirical processes. With applications to statistics

Cited in

(6)

• Bayesian nonparametric estimation of the median. II: Asymptotic properties of the estimates
• Direct and approximately valid probabilistic inference on a class of statistical functionals
• Bayesian nonparametric tests for multivariate locations
• scientific article; zbMATH DE number 653199 (Why is no real title available?)
• Bernstein-von Mises theorem and misspecified models: a review
• Multivariate spatial conditional U-quantiles: a Bahadur-Kiefer representation

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